+947.7%
VTI vs TYL
+16,587.1%
-15,639.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -0.7% | +0.5% | -1.3% | -0.9% |
| 30D | -1.9% | +25.2% | -27.1% | -7.8% |
| 3M | -1.4% | +31.8% | -33.2% | -8.9% |
| 6M | +3.5% | +36.3% | -32.8% | -6.1% |
| YTD | +12.6% | -6.3% | +18.8% | +11.6% |
| 1Y | +12.7% | -9.5% | +22.2% | +12.7% |
| 3Y | +78.8% | +1.6% | +77.2% | +71.0% |
| 5Y | +67.2% | -21.8% | +88.9% | +68.4% |
| 10Y | +293.9% | +183.3% | +110.6% | +182.1% |
| All | +947.7% | +16,587.1% | -15,639.4% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling